daytrend

01/02/2013

Filed under: Market Stats — daytrend @ 10:17 am

Market Stats at 10:17 am ET
by daytrend on 20130102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 778.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE
91.8% of stocks are above yesterday’s high.
97.8% are above yesterday’s midpoint. (2.2% are below.)
0.5% are below yesterday’s low.
7.7% are inside yesterday’s range.
99.4% of stocks with today’s high > yesterday’s high. (0.6% less than).
0.8% of stocks with today’s low < yesterday’s low. (99.2% greater than).

EVIDENCE OF INTRADAY TREND
51.4% of stocks are above today’s open. (46.8% are below).
51.3% of stocks are above today’s open and yesterday’s close.
5.4% are below both.
99.4% of stocks opened above yesterday’s close. (0.6% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
11.6% of stocks are in the top 10% of today’s range.
23.4% are in the top 20%.
51.9% are in the top half. 48.1% of stocks are in the bottom half of today’s range.
23.7% are in the bottom 20%.
15.9% are in the bottom 10%.

GAIN
94.5% of stocks are above yesterday’s close. (5.5% are below.)
4.4% are up 4.5% or more. 0.1% are down 4.5% or more.
13.1% are up 3.5% or more. 0.1% are down 3.5% or more.
12.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:12.9%…>=90:48.5%…>=80:88.2%…>=50:97.3%…<=20:0.6%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:88.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:86.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
91.8% above previous 1 highs, 0.5% below previous 1 lows
91.0% above previous 2 highs, 0.5% below previous 2 lows
88.7% above previous 3 highs, 0.3% below previous 3 lows
78.7% above previous 4 highs, 0.3% below previous 4 lows
72.9% above previous 5 highs, 0.3% below previous 5 lows
65.6% above previous 6 highs, 0.3% below previous 6 lows
55.0% above previous 7 highs, 0.3% below previous 7 lows
48.5% above previous 8 highs, 0.3% below previous 8 lows
46.3% above previous 9 highs, 0.3% below previous 9 lows
45.8% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
94.5% are above or equal to 12/31 close (1 days ago), 5.5% are below.
99.1% are above or equal to 12/28 close (2 days ago), 0.9% are below.
97.3% are above or equal to 12/27 close (3 days ago), 2.7% are below.
96.4% are above or equal to 12/26 close (4 days ago), 3.6% are below.
89.5% are above or equal to 12/24 close (5 days ago), 10.5% are below.
83.7% are above or equal to 12/21 close (6 days ago), 16.3% are below.
70.7% are above or equal to 12/20 close (7 days ago), 29.3% are below.
73.8% are above or equal to 12/19 close (8 days ago), 26.2% are below.
68.4% are above or equal to 12/18 close (9 days ago), 31.6% are below.
81.6% are above or equal to 12/17 close (10 days ago), 18.4% are below.
86.0% are above or equal to 12/14 close (11 days ago), 14.0% are below.
83.3% are above or equal to 12/13 close (12 days ago), 16.7% are below.
78.8% are above or equal to 12/12 close (13 days ago), 21.2% are below.
77.0% are above or equal to 12/11 close (14 days ago), 23.0% are below.
79.2% are above or equal to 12/10 close (15 days ago), 20.8% are below.
79.4% are above or equal to 12/7 close (16 days ago), 20.6% are below.
80.6% are above or equal to 12/6 close (17 days ago), 19.4% are below.
81.2% are above or equal to 12/5 close (18 days ago), 18.8% are below.
81.4% are above or equal to 12/4 close (19 days ago), 18.6% are below.
80.6% are above or equal to 12/3 close (20 days ago), 19.4% are below.
76.5% are above or equal to 11/30 close (21 days ago), 23.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 47.4% new highs, 0.3% new lows
21d: 46.9% new highs, 0.3% new lows
42d: 38.2% new highs, 0.3% new lows
63d: 29.9% new highs, 0.3% new lows
126d: 24.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 94.3% above, 5.7% below
3-day: 97.8% above, 2.2% below
4-day: 97.8% above, 2.2% below
5-day: 97.8% above, 2.2% below
8-day: 95.0% above, 5.0% below
10-day: 90.5% above, 9.5% below
20-day: 85.3% above, 14.7% below
50-day: 80.1% above, 19.9% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ELEC(44): 3.41% Top=SWKS CAVM XXIA LSI LRCX ATML NXPI VECO ….. NVDA TRMB TEL DLB JBL A MRVL SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): 2.97% Top=MCP X IAG NUE STLD SCCO EGO SWC ….. AUQ NEM CLF SXC ANR ACI BTU CNX=Bottom (Metals & Mining)
CHEM(25): 2.95% Top=GRA VAL CHMT ASH TROX CE ALB PPG ….. FMC CF POT APD SIAL ROC SHW MON=Bottom (Chemicals/Fertilizers)
MANU(39): 2.84% Top=DDD KMT TEX CMI ETN MTW JOY PH ….. DE AGCO AVY GE SPW GDI PCP DHR=Bottom (Manufacturing)
TRAN(18): 2.81% Top=CP EXPD FDX KSU JBHT UPS WERN NSC ….. UNP TRN UAL ALK CHRW DAL LUV LCC=Bottom (Transportation)
LEIS(25): 2.68% Top=LVS WYNN MAR MGM PNK BYD WYN MPEL ….. SIX BYI CMG DNKN CCL YUM CAKE DRI=Bottom (Leisure)
MATE(26): 2.58% Top=EXP HOV MAS OC USG FLR RYL TOL ….. PWR MDR LPX RYN PCL RSG WM CLH=Bottom (Materials & Construction)
COHW(43): 2.42% Top=RVBD HPQ ARUN BRCD FIO LXK ADTN EQIX ….. BCE PANW AMX S EMC TDC PCS NIHD=Bottom (Computer Hardware/Telecom)
DISV(43): 2.28% Top=URI CAR GEO TMH ATHN TYC HTZ CXW ….. WTW SCI ADT RRD APOL AAN HMSY DV=Bottom (Diversified Services)
FINA(71): 2.25% Top=BX COF EWBC JNS FII MS BEN WDR ….. RF ARCC HCBK CBOE FHN PSEC FRC TD=Bottom (Banks/Financials)
COSW(63): 2.22% Top=SINA NUAN YNDX CTRX FFIV ADSK TRIP ORCL ….. DNB INFA SPLK MDRX IACI AWAY NOW LNKD=Bottom (Computer Software/Internet)
INSU(40): 2.11% Top=MET RDN LNC HIG PRU GNW CNO MBI ….. AIZ L AFG ACGL AHL RNR VR PRE=Bottom (Insurance)
ENER(86): 1.70% Top=IOC ETE OKS MMP NS ETP HK CIE ….. OAS QEP HFC UPL SD SWN COG RRC=Bottom (Energy)
REAL(68): 1.67% Top=IVR LHO RLJ ARR TWO HLSS PMT DFT ….. NLY UDR VTR CLI HCN PDM BPO RLGY=Bottom (Real Estate)
CONS(51): 1.63% Top=BC AVP TPX WHR FBHS SCSS JAH OI ….. HBI UA HAS VFC WWW COH LULU DECK=Bottom (Consumer)
HEAL(42): 1.51% Top=ABMD HCA LIFE THC BCR RMD ESRX HOLX ….. LH DGX HNT VOLC HMA BKD DVA MR=Bottom (Health)
RETA(67): 0.74% Top=JCP WAG LL BID EBAY URBN SBH GNC ….. DDS ROST FINL KSS FL AEO ANN ASNA=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:17 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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